+74.9%
USAR vs DVA
+77.7%
-2.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.5% |
| 7D | -2.1% | +1.8% | -3.9% | -2.1% |
| 30D | +2.6% | -2.5% | +5.1% | +2.6% |
| 3M | -35.0% | -4.3% | -30.8% | -35.3% |
| 6M | -6.9% | +18.9% | -25.7% | -8.0% |
| YTD | +48.0% | +61.9% | -14.0% | +43.0% |
| 1Y | +24.8% | +35.7% | -10.9% | +19.5% |
| 3Y | +73.2% | +78.6% | -5.4% | +63.3% |
| All | +74.9% | +77.7% | -2.8% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling